+210.0%
TGT vs D
+47.5%
+162.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | +0.5% | -2.4% | +2.9% | +1.3% |
| 30D | +6.7% | +9.0% | -2.3% | +3.5% |
| 3M | +8.4% | +1.0% | +7.5% | +8.0% |
| 6M | +40.7% | +11.0% | +29.7% | +35.4% |
| YTD | +72.2% | +19.8% | +52.5% | +60.9% |
| 1Y | +86.2% | +16.0% | +70.2% | +75.9% |
| 3Y | +68.8% | +74.4% | -5.5% | +35.5% |
| 5Y | -25.2% | +13.5% | -38.8% | -30.1% |
| 10Y | +210.0% | +48.4% | +161.7% | +182.4% |
| All | +210.0% | +47.5% | +162.6% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling